Concavity of Box-Cox log-likelihood function

Elies Kouider and Hanfeng Chen

Statistics & Probability Letters, 1995, vol. 25, issue 2, 171-175

Abstract: In this article, we prove that, in the single sample case, the Box-Cox log-likelihood function for the power transformation parameter is strictly concave downward.

Keywords: Concave; downward; Power; transformation (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (1)

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